StatDA (version 1.7.11)

CorCompare: Compares Correlation Matrices

Description

This function compares two correlation matrices numerically and graphically.

Usage

CorCompare(cor1, cor2, labels1, labels2, method1, method2, ndigits = 4,
lty1 = 1, lty2 = 2, col1 = 1, col2 = 2, lwd1 = 1.1, lwd2 = 1.1,
cex.label = 1.1, cex.legend = 1.2, lwd.legend = 1.2, cex.cor = 1, ...)

Value

No return value, creates a plot.

Arguments

cor1,cor2

two correlation matrices based on different estimation methods

labels1, labels2

labels for the two estimation methods

method1, method2

description of the estimation methods

ndigits

number of digits to be used for plotting the numbers

lty1, lty2, col1,col2, lwd1, lwd2, cex.label, cex.cor

other graphics parameters

cex.legend, lwd.legend

graphical parameters for the legend

...

further graphical parameters for the ellipses

Author

Peter Filzmoser <> http://cstat.tuwien.ac.at/filz/

Details

The ellipses are plotted with the function do.ellipses. Therefore the radius is calculated with singular value decomposition.

References

C. Reimann, P. Filzmoser, R.G. Garrett, and R. Dutter: Statistical Data Analysis Explained. Applied Environmental Statistics with R. John Wiley and Sons, Chichester, 2008.

Examples

data(chorizon)
x=chorizon[,c("Ca","Cu","Mg","Na","P","Sr","Zn")]
op <- par(mfrow=c(1,1),mar=c(4,4,2,0))
R=robustbase::covMcd(log10(x),cor=TRUE)$cor
P=cor(log10(x))

CorCompare(R,P,labels1=dimnames(x)[[2]],labels2=dimnames(x)[[2]],
method1="Robust",method2="Pearson",ndigits=2, cex.label=1.2)
par(op)